Class HftOrderGateway

java.lang.Object

com.quantfinlib.trading.HftOrderGateway

All Implemented Interfaces:

AutoCloseable

public final class HftOrderGateway
extends Object
implements AutoCloseable

Ultra-low-latency order gateway — the fast lane from signal to venue. The hot path (submit(int, com.quantfinlib.orderbook.Side, long, double, long)) performs zero allocation, zero locking, zero map lookups: an inline HftRiskGate check over primitive arrays, then a release-store publish into a preallocated OrderRingBuffer. A dedicated venue thread (busy-spin optional) drains orders to the registered OrderListeners — the venue adapter (exchange session, simulator, ...) lives on that side.

Return convention of submit(int, com.quantfinlib.orderbook.Side, long, double, long): positive = accepted order id; negative = risk-rejected, with -returnValue the HftRiskGate reason code; 0 = ring full (backpressure — the caller chooses spin, drop, or kill-switch).

Single producer (the trading thread), single consumer (the venue thread) — the same threading model as HftMarketDataBus.

Constructor Summary

Constructors

Constructor	Description
HftOrderGateway(int ringCapacity, HftRiskGate riskGate, boolean busySpin)
HftOrderGateway(HftRiskGate riskGate)	Parked venue thread, 8K ring.

Method Summary

Modifier and Type	Method	Description
void	addOrderListener(OrderListener listener)
void	close()
long	deliveredCount()	Orders handed to the venue thread so far.
long	ringFullCount()
HftRiskGate	riskGate()
void	start()
void	stop()	Stops the venue thread after draining queued orders.
long	submit(int symbolId, Side side, long quantity, double price, long timestampNanos)	Risk-checks and submits one order.
long	submittedCount()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

HftOrderGateway

public HftOrderGateway(int ringCapacity,
 HftRiskGate riskGate,
 boolean busySpin)

HftOrderGateway

public HftOrderGateway(HftRiskGate riskGate)

Parked venue thread, 8K ring.

Method Details

addOrderListener

public void addOrderListener(OrderListener listener)

start

public void start()

stop

public void stop()

Stops the venue thread after draining queued orders.

close

public void close()

Specified by:

close in interface AutoCloseable

submit

public long submit(int symbolId,
 Side side,
 long quantity,
 double price,
 long timestampNanos)

Risk-checks and submits one order. Zero allocation.

Returns:

positive order id if accepted; negative HftRiskGate reason code if rejected; 0 if the ring is full

riskGate

public HftRiskGate riskGate()

submittedCount

public long submittedCount()

deliveredCount

public long deliveredCount()

Orders handed to the venue thread so far.

ringFullCount

public long ringFullCount()